I've noticed that the WFO does not have an option to anchor the start date.
For example, if starting at 12/1/2010 i wanted to optimize 2 days, then run forward 1 day, the second iteration would actually optimize 3 days (when the in-sample data period is moved forward by 1 day, the beginning date is anchored to 12/1/2010, resulting in a 3 day in-sample period). The third iteration would optimize 4 days, and so on.
Is there a way (whether by a custom cs file, or tickering with options) to have the WFO work in this way? Or is there any future plan to incorporate this option into NinjaTrader?
Thank You
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